+528.8%
APP vs DRI
+89.7%
+439.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.1% |
| 7D | +79.2% | +3.1% | +76.0% | +76.6% |
| 30D | +48.0% | +16.2% | +31.7% | +38.1% |
| 3M | +18.2% | +8.4% | +9.9% | +13.2% |
| 6M | -12.5% | +19.0% | -31.5% | -20.5% |
| YTD | -39.2% | +28.8% | -68.0% | -48.2% |
| 1Y | -33.9% | +33.1% | -67.0% | -45.0% |
| 3Y | +933.3% | +70.8% | +862.5% | +586.8% |
| 5Y | +295.9% | +74.2% | +221.6% | +139.7% |
| All | +528.8% | +89.7% | +439.2% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling